While commonly attributed to Cervantes's novel Don Quixote, the bookend quote doesn't actually appear in the book, nor is it in any other book written by Cervantes. Its actual origin is the 1964 musical Man of La Mancha. A fictional version of Cervantes appears as a character in the production and says the aforementioned quote.

The stock shot purportedly showing the Cathedral of Pamplona actually shows the Central Market of Valencia, a 20th-century, largely metallic Art Nouveau building that has no religious function (and is not actually in Pamplona). A shot of the actual cathedral is used instead for Father Consolmango's fictional church. In addition, the cathedral featured in the show is consecrated to Saint Francis Xavier, but its actual name is Royal Saint Mary (Santa María la Real), and its construction predates Francis Xavier's birth for five years.

Father Consolmango is likely named after American Jesuit priest and astronomer Guy Consolmagno, whose surname is Italian. As of 2017, no citizen of Spain has the surname "Consolmango".